A Second look at Exponential and Cosine Step Sizes: Simplicity, Adaptivity, and Performance

• URL: http://arxiv.org/abs/2002.05273v4
• Date: Wed, 9 Jun 2021 18:26:34 GMT
• Title: A Second look at Exponential and Cosine Step Sizes: Simplicity, Adaptivity, and Performance
• Authors: Xiaoyu Li, Zhenxun Zhuang, Francesco Orabona
• Abstract summary: Gradient Descent (SGD) is a popular tool in large-scale machine learning models. It is highly variable, depending crucially on the choice of the step sizes. A variety of strategies for tuning the step sizes have been proposed.
• Score: 23.89815527019194
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Stochastic Gradient Descent (SGD) is a popular tool in training large-scale machine learning models. Its performance, however, is highly variable, depending crucially on the choice of the step sizes. Accordingly, a variety of strategies for tuning the step sizes have been proposed, ranging from coordinate-wise approaches (a.k.a. ``adaptive'' step sizes) to sophisticated heuristics to change the step size in each iteration. In this paper, we study two step size schedules whose power has been repeatedly confirmed in practice: the exponential and the cosine step sizes. For the first time, we provide theoretical support for them proving convergence rates for smooth non-convex functions, with and without the Polyak-\L{}ojasiewicz (PL) condition. Moreover, we show the surprising property that these two strategies are \emph{adaptive} to the noise level in the stochastic gradients of PL functions. That is, contrary to polynomial step sizes, they achieve almost optimal performance without needing to know the noise level nor tuning their hyperparameters based on it. Finally, we conduct a fair and comprehensive empirical evaluation of real-world datasets with deep learning architectures. Results show that, even if only requiring at most two hyperparameters to tune, these two strategies best or match the performance of various finely-tuned state-of-the-art strategies.

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